How to add a mesh to each vertex (30k vertices) so can import into UE4
Use a Skin Modifier

I created some vertices to test:


Then I added a skin modifier from the modifiers tab:



I then got this result, which I think is what you want:



When you are happy with the result, you should be sure to apply the modifier using the apply button in the modifiers tab to actually create the mesh data. 

If the squares are the wrong size, go into edit mode, select all the vertices, and press Ctrl + A to resize the cubes.

I hope that helps!